Consider the following information: Rate of Return If State Occurs Stock A State of Economy Boom Good Poor Bust Probability of State of Economy 20 .50 .20 .10 38 14 -05 Stock B 48 .19 -.08 - 23 Stock C 28 12 -06 --09 -.19 a. Your portfolio is invested 22 percent each in A and C, and 56 percent in B. What is the expected return of the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) b-1. What is the variance of this portfolio? (Do not round intermediate calculations and round your answer to 5 decimal places, e.g., .16161.) b-2. What is the standard deviation? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. % Expected return b-1. Variance b-2. Standard deviation %